Choice of bandwidth for kernel regression when residuals are correlated (Q4037729)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Choice of bandwidth for kernel regression when residuals are correlated |
scientific article |
Statements
Choice of bandwidth for kernel regression when residuals are correlated (English)
0 references
16 May 1993
0 references
bandwidth selection
0 references
correlated residuals
0 references
correlated errors
0 references
kernel estimator
0 references
nonparametric regression
0 references
plug-in bandwidth selector
0 references
stationary error variables
0 references
residual covariance function
0 references
